+77.5%
SEDG vs ITUB
+228.0%
-150.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.7% | +1.7% | +3.4% |
| 7D | +8.7% | +1.0% | +7.8% | +8.4% |
| 30D | +10.3% | +10.7% | -0.4% | +6.4% |
| 3M | -32.6% | +10.1% | -42.7% | -34.9% |
| 6M | -3.6% | -0.1% | -3.4% | -4.1% |
| YTD | +27.4% | +18.4% | +9.0% | +19.2% |
| 1Y | +24.9% | +31.3% | -6.4% | +12.7% |
| 3Y | -75.3% | +124.6% | -199.9% | -81.4% |
| 5Y | -86.3% | +192.0% | -278.3% | -90.9% |
| 10Y | +117.7% | +216.0% | -98.3% | +32.4% |
| All | +77.5% | +228.0% | -150.5% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ITUB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling